Title
Iterative MC-algorithm to solve the global optimization problems
Abstract
A new method was proposed to solve the global minimization problems of the Hölder functions on compact sets obeying continuous functions. The method relies on the Monte Carlo batch processing intended for constructing the sequences of values of the \"quasi-global\" minima and their decrements. A numerical procedure was proposed to generate a probabilistic stopping rule whose operability was corroborated by numerous tests and benchmarks with algorithmically defined functions.
Year
DOI
Venue
2017
10.1134/S0005117917020060
Automation and Remote Control
Keywords
Field
DocType
global optimization, batch Monte Carlo iterations, Hölder constants
Continuous function,Mathematical optimization,Monte Carlo method,Global optimization,Algorithm,Operability,Maxima and minima,Minification,Batch processing,Probabilistic logic,Mathematics
Journal
Volume
Issue
ISSN
78
2
0005-1179
Citations 
PageRank 
References 
0
0.34
2
Authors
3
Name
Order
Citations
PageRank
A. Yu. Popkov122.46
B. S. Darkhovsky200.34
Yu. S. Popkov322.46